20 citations · 39 across the 8 of their papers we have counts for
8 papers
Covariate-dependent Graphical Model Estimation via Neural Networks with Statistical Guarantees
Jiahe Lin, Yikai Zhang, George Michailidis
Graphical models are widely used in diverse application domains to model the conditional dependencies amongst a collection of random variables. In this paper, we consider settings…
Deep Learning-based Approaches for State Space Models: A Selective Review
Jiahe Lin, George Michailidis
State-space models (SSMs) offer a powerful framework for dynamical system analysis, wherein the temporal dynamics of the system are assumed to be captured through the evolution of…
A VAE-based Framework for Learning Multi-Level Neural Granger-Causal Connectivity
Jiahe Lin, Huitian Lei, George Michailidis
Granger causality has been widely used in various application domains to capture lead-lag relationships amongst the components of complex dynamical systems, and the focus in extant…
Structural Discovery with Partial Ordering Information for Time-Dependent Data with Convergence Guarantees
Jiahe Lin, Huitian Lei, George Michailidis
Structural discovery amongst a set of variables is of interest in both static and dynamic settings. In the presence of lead-lag dependencies in the data, the dynamics of the system…
Approximate Factor Models with Strongly Correlated Idiosyncratic Errors
Jiahe Lin, George Michailidis
We consider the estimation of approximate factor models for time series data, where strong serial and cross-sectional correlations amongst the idiosyncratic component are present.…
Regularized Estimation of High-dimensional Factor-Augmented Vector Autoregressive (FAVAR) Models
Jiahe Lin, George Michailidis
A factor-augmented vector autoregressive (FAVAR) model is defined by a VAR equation that captures lead-lag correlations amongst a set of observed variables and latent factors $…
Regularized Estimation and Testing for High-Dimensional Multi-Block Vector-Autoregressive Models
Jiahe Lin, George Michailidis
Dynamical systems comprising of multiple components that can be partitioned into distinct blocks originate in many scientific areas. A pertinent example is the interactions between…
Penalized Maximum Likelihood Estimation of Multi-layered Gaussian Graphical Models
Jiahe Lin, Sumanta Basu, Moulinath Banerjee +1
Analyzing multi-layered graphical models provides insight into understanding the conditional relationships among nodes within layers after adjusting for and quantifying the effects…